well we have to look at the 40k races in a certain light to realise something

Space Marines - 8 foot odd tall augmented humans, who know they will never be Ultramarines (unless they're Ultramarines, of course). Grimdark as fuck.
Chaos Space Marines - the above, but fucking crazy, and extra heretical
Eldar - Elves in SPAAAAAAAACE.
Dark Eldar - Same as above, but even more annoyingly horrible
Orks - Bloodthirsty green-skinned xenos bastards, known to be able to make anything shoot
Tau - Space communists. Try to be not grimdark, but kill anyone who doesn't want to be part of their not grimdark empire
Tyranids - Big xenos bastards with claws/blades/questionable tentacles, that attack the Ultramarines often because they know they will never be Ultramarines
Necrons - Egyptian robots IN SPAAAAAAAAAACE (formerly badass robots in space)

The Imperial Guard - Average men/women with BALLS/OVARIES OF A METAL YET UNDISCOVERED BY MAN. These motherfuckers wear cardboard (read "ceramic") armour, shoot flashlights (read "lasguns"), get shot for "insubordination" or "heresy" or a plethora of other reasons often by THEIR OWN SIDE, and have kickass tanks and some badass (read: THE MANLIEST OF MEN) troops.

They, humans of multiple and varying height, size, etc, must fight, among other things, ALL of the above. With cardboard armour and flashlights. And a knife. And a book that tells them supposedly important shit but is normally used for campfires. Yeah, sure they have a Baneblade sometimes, or air support, or whatever the fuck else, but let's weigh up the odds: Cardboard + Flashlight + Endless supply of pitiful cannonfodder VS Power Armour, Explosive Bullets, Acid, Claws/Blades/Questionable Tentacles, robots that WON'T FUCKING DIE, gigantic plasma-throwing walkers, etc

Well yes and no, it's just so wide that you can include anything in it. Kinda like the SCP lore. The warhammer lore has been webbed by over 200 people over the years at white dwarf and when you put it all together it's a big mess. But yeah a bunch of stuff about it is awesome.